Need some web graphics help

[Photos by Marty]

I am developing a new banner for my site, but can't seem to get one section to be transparent.

Can someone help me out here? I have three different versions of the same banner, but can't seem to get it right as when I open the files in Photoshop there's a transparent area, but when integrated into my website it's not transparent.

[jblosser]

Have an alpha channel?

If not, add one.